Probability calculus and statistics
Course objectives
The aim of the course is to provide some basic concepts of Probability, which are the basis of logical-mathematical reasoning in situations of uncertainty and randomness, characterized by incomplete information. The student is encouraged to develop those critical skills that allow them to deal with new problems as well as routine problems, learning to model different phenomena in terms of "events" and "random variables". In particular, students must master some basic concepts related to probability calculation, combinatorics, discrete and continuous probability distributions. This knowledge will allow to study the random signals during the second part of the course.
Channel 1
Giacomo Milizia
Lecturers' profile
Program - Frequency - Exams
Course program
Combinatorial analysis: Fundamental principle of combinatorics, mutations, combinations, multinomial coefficients
Axioms of probability: sample space and events, equiprobable outcomes, probability as a continuous ensemble function, probability as a measure of confidence; conditional probability, Bayes formula, independent events
Discrete random variables; the Binomial, Poisson, geometric, hypergeometric and negative binomial variables
Continuous random variables; the uniform, normal and exponential variables (notes on the Gamma variable)
Expected value and variance of discrete and continuous v.a. (and their properties) and of functions of v.a.
joint laws of v.a., independent v.a., conditional distributions in discrete and continuous cases; covariance of two random variables and correlation coefficient
Markov inequality and Chebyshev inequality; central limit theorem and weak law of large numbers (notes on the strong law of large numbers)
Statistics; sample mean, median, mode and variance; maximum likelihood estimators; confidence intervals for the mean
Prerequisites
A good knowledge, both conceptual and operational, of the contents of the Mathematical Analysis and Geometry course is required, in particular: limits of sequences, functions of a real variable, derivatives of the functions of a real variable and their applications, calculation of integrals , determinant of a square matrix.
Giacomo Milizia
Lecturers' profile
Program - Frequency - Exams
Course program
Combinatorial analysis: Fundamental principle of combinatorics, mutations, combinations, multinomial coefficients
Axioms of probability: sample space and events, equiprobable outcomes, probability as a continuous ensemble function, probability as a measure of confidence; conditional probability, Bayes formula, independent events
Discrete random variables; the Binomial, Poisson, geometric, hypergeometric and negative binomial variables
Continuous random variables; the uniform, normal and exponential variables (notes on the Gamma variable)
Expected value and variance of discrete and continuous v.a. (and their properties) and of functions of v.a.
joint laws of v.a., independent v.a., conditional distributions in discrete and continuous cases; covariance of two random variables and correlation coefficient
Markov inequality and Chebyshev inequality; central limit theorem and weak law of large numbers (notes on the strong law of large numbers)
Statistics; sample mean, median, mode and variance; maximum likelihood estimators; confidence intervals for the mean
Prerequisites
A good knowledge, both conceptual and operational, of the contents of the Mathematical Analysis and Geometry course is required, in particular: limits of sequences, functions of a real variable, derivatives of the functions of a real variable and their applications, calculation of integrals , determinant of a square matrix.
- Lesson code1018733
- Academic year2024/2025
- CourseInformation Engineering
- CurriculumGestionale
- Year2nd year
- Semester1st semester
- SSDMAT/06
- CFU6
- Subject areaMatematica, informatica e statistica